+272.9%
SCHD vs XYZ
+606.0%
-333.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.1% | -5.2% | +2.1% | -2.5% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | +6.2% | +18.7% | -12.5% | +3.7% |
| 6M | +11.8% | +20.5% | -8.7% | +8.7% |
| YTD | +26.0% | +21.5% | +4.5% | +21.7% |
| 1Y | +28.1% | +7.2% | +20.9% | +25.3% |
| 3Y | +54.6% | +49.0% | +5.6% | +40.2% |
| 5Y | +60.3% | -68.1% | +128.4% | +67.3% |
| 10Y | +242.1% | +601.6% | -359.5% | +139.8% |
| All | +272.9% | +606.0% | -333.1% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling